| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.9944 | -0.8047 | 0.4717 | -1 |
| (p-val) | (0 ) | (0 ) | (0.0096 ) | (0 ) |
| Estimates ( 2 ) | 0.9727 | -0.7988 | 0 | -0.289 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.2298 ) |
| Estimates ( 3 ) | 0.9604 | -0.8039 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00913255146783536 |
| 0.00320367624473983 |
| -0.00578769942353458 |
| 0.00538486292098163 |
| -0.02599265108068 |
| 0.016823562811554 |
| -0.00920053789273911 |
| -0.0612863748845471 |
| -0.0582576361405173 |
| -0.041606525725844 |
| 0.0198923612903009 |
| -0.00439141052285071 |
| 0.0308100145394228 |
| 0.0082176255958953 |
| -0.0270524802081591 |
| 0.0332230970864932 |
| 0.0176834369272676 |
| -0.00142751093393608 |
| -0.0370619515284275 |
| 0.0576092808026567 |
| -0.0289729739569405 |
| 0.0445810489404339 |
| 0.0243625379623859 |
| -0.0279239170084439 |
| 0.0423472317183763 |
| -0.0236759033382364 |
| 0.000772256081502264 |
| 0.0413310165048933 |
| 0.0079231919605552 |
| 0.043472641425877 |
| 0.0237528365095863 |
| -0.0344136302412699 |
| -0.0275176868567474 |
| 0.0567932495543641 |
| 0.00395408232854503 |
| 0.0447261313314697 |
| 0.00883963299028157 |
| -0.00648604773918252 |
| 0.039040274675177 |
| 0.0233733360377192 |
| -0.0264440623200083 |
| -0.00847436868205912 |
| 0.0390036945522874 |
| 0.0178762848564457 |
| 0.0367696087596648 |
| -0.00912384165976394 |
| -0.0609510881282078 |
| 0.0257311203634097 |
| 0.00278458255305993 |
| 0.0239591587874577 |
| -0.0160911326750868 |
| -0.0248191635325907 |
| 0.0195499010133103 |
| -0.0123781930354607 |
| 0.0177261272885642 |
| -0.0134362732408629 |
| 0.0623461607555398 |
| 0.00259208357656007 |
| -0.00192883405035617 |
| -0.00168712701660427 |
| 0.0305294044801059 |
| 0.0359900372438041 |
| 0.0150959055713721 |
| -0.0669773883546596 |
